A GENERALIZATION OF POLYAK CONVERGENCE RESULT FOR SUBGRADIENT OPTIMIZATION

abstract

• This paper generalizes a practical convergence result first presented by Polyak. This new result presents a theoretical justification for the step size which has been successfully used in several specialized algorithms which incorporate the subgradient optimization approach. 1987 The Mathematical Programming Society, Inc.

authors

• Shetty, Bala

published proceedings

• MATHEMATICAL PROGRAMMING

author list (cited authors)

• ALLEN, E., HELGASON, R., KENNINGTON, J., & SHETTY, B.

citation count

• 42

complete list of authors

• ALLEN, E||HELGASON, R||KENNINGTON, J||SHETTY, B

publication date

• October 1987

publisher

• Springer Nature  Publisher

published in

• Mathematical programming  Journal

keywords

• 49 Mathematical Sciences
• 4901 Applied Mathematics
• 4903 Numerical And Computational Mathematics

Digital Object Identifier (DOI)

• 10.1007/BF02591740

start page

• 309

end page

• 317

volume

• 37

issue

• 3

URL

• http://dx.doi.org/10.1007/bf02591740